Details about Philip Hans Franses

Workplace:

Econometrisch Instituut (Econometric Institute), Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)

Access statistics for papers by Philip Hans Franses.

Last updated 2022-08-15. Update your information in the RePEc Author Service.

Short-id: pfr226

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Working Papers

2022

1. Forecasting: theory and practice
   Papers, arXiv.org View citations (30)
   See also Journal Article in International Journal of Forecasting (2022)
2. Gaussian Copula Regression in the Presence of Thresholds
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

2021

3. Heterogeneity in Manufacturing Growth Risk
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2020

4. An introduction to time-varying lag autoregression
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
5. Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
   See also Journal Article in JRFM (2020)
6. Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

2019

7. Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
8. Do African economies grow similarly?
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
9. Estimates of quarterly GDP growth using MIDAS regressions
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
10. Estimating persistence for irregularly spaced historical data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Quality & Quantity: International Journal of Methodology (2021)
11. Forecasting Annual Inflation in Suriname
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
12. Forecasting own brand sales: Does incorporating competition help?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
13. IMA(1,1) as a new benchmark for forecast evaluation
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
    See also Journal Article in Applied Economics Letters (2020)
14. Professional Forecasters and January
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
15. Real GDP growth in Africa, 1963-2016
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)

2018

16. Aggregate statistics on trafficker-destination relations in the Atlantic slave trade
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
17. Evaluating heterogeneous forecasts for vintages of macroeconomic variables
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Journal of Forecasting (2022)
18. Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Forecasting (2020)
19. Intertemporal Similarity of Economic Time Series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
20. Model-based forecast adjustment; with an illustration to inflation
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Journal of Forecasting (2019)

2017

21. Spurious Principal Components
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Applied Economics Letters (2019)
22. This time it is different! Or not?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

2016

23. Recovering historical inflation data from postal stamps prices
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in JRFM (2017)
24. Volatility Spillovers Across User-Generated Content and Stock Market Performance
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
25. Yet another look at MIDAS regression
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)

2015

26. Benchmarking judgmentally adjusted forecasts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in International Journal of Finance & Economics (2017)
27. Consensus forecasters: How good are they individually and why?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
28. Exploiting Spillovers to forecast Crashes
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    See also Journal Article in Journal of Forecasting (2017)
29. How Informative are the Unpredictable Components of Earnings Forecasts?
    Tinbergen Institute Discussion Papers, Tinbergen Institute
30. How to gain brain for Suriname
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
31. Return migration of high skilled workers
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
32. Risk attitudes in company boardrooms in a developing country
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
33. Risk attitudes in the board room and company performance: Evidence for an emerging economy
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Annals of Financial Economics (AFE) (2016)
34. Specification Testing in Hawkes Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
    See also Journal Article in The Journal of Financial Econometrics (2017)
35. Stochastic levels and duration dependence in US unemployment
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
36. The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

2014

37. A Novel Approach to Measuring Consumer Confidence
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Econometrics and Statistics (2017)
38. Are Chinese Individuals prone to Money Illusion?
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (6)
39. Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
40. Does a financial crisis make consumers increasingly prudent?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
41. Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
    See also Journal Article in Journal of Banking & Finance (2015)
42. Microeconomic determinants of skilled migration: The case of Suriname
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
43. The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Emerging Markets Finance and Trade (2015)
44. The life cycle of social media
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
    See also Journal Article in Applied Economics Letters (2015)

2013

45. Analyzing Fixed-Event Forecast Revisions
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (6)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
    See also Journal Article in International Journal of Forecasting (2013)
46. Are Forecast Updates Progressive?
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (4)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (4)
    MPRA Paper, University Library of Munich, Germany (2013) View citations (4)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2013)
47. Are we in a bubble? A simple time-series-based diagnostic
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
48. Forecasting Earnings Forecasts
    Tinbergen Institute Discussion Papers, Tinbergen Institute
49. Low-fat, light, and reduced in calories
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
50. Size and value effects in Suriname
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

2012

51. Do Commercial Real Estate Prices Have Predictive Content for GDP
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Applied Economics (2013)
52. Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2012) View citations (7)
    See also Journal Article in Journal of Economic Surveys (2014)
53. Income, Cultural Norms and Purchases of Counterfeits
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
54. Managing Sales Forecasters
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
55. Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)
56. Statistical Institutes and Economic Prosperity
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Quality & Quantity: International Journal of Methodology (2014)
57. The Late 1970's Bubble in Dutch Collectible Postage Stamps
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Empirical Economics (2016)
58. What drives the Quotes of Earnings Forecasters?
    Tinbergen Institute Discussion Papers, Tinbergen Institute

2011

59. "Borrowing money costs money": Yes, but why not tell how much?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
60. Do Experts incorporate Statistical Model Forecasts and should they?
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (2)
61. Do Experts' SKU Forecasts improve after Feedback?
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
    See also Journal Article in Journal of Forecasting (2014)
62. Emigration, wage differentials and brain drain: The case of Suriname
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
    See also Journal Article in Applied Economics (2015)
63. Estimating Loss Functions of Experts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2011) View citations (2)
    See also Journal Article in Applied Economics (2017)
64. Evaluating Individual and Mean Non-Replicable Forecasts
    KIER Working Papers, Kyoto University, Institute of Economic Research
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    See also Journal Article in Journal for Economic Forecasting (2012)
65. Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
66. Evaluating the Rationality of Managers' Sales Forecasts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
67. Financial innumeracy
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
68. Inequality amongst the wealthiest and its link with economic growth
    Post-Print, HAL
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
    See also Journal Article in Applied Economics (2012)
69. The Impact of Mobile Telephone Use on Economic Development of Households in Uganda
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)
70. Visualizing attitudes towards service levels
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

2010

71. Approximating the DGP of China's Quarterly GDP
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Applied Economics (2013)
72. Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data
    Economics Series, Institute for Advanced Studies
    See also Journal Article in Empirical Economics (2015)
73. Combining Non-Replicable Forecasts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
74. Correcting for Survey Effects in Pre-election Polls
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Statistica Neerlandica (2011)
75. Decomposing bias in expert forecast
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
76. Diffusion of Original and Counterfeit Products in a Developing Country
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
77. Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
78. Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
    See also Journal Article in Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics) (2017)
79. Does Disagreement Amongst Forecasters have Predictive Value?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2010) View citations (2)
    See also Journal Article in Journal of Forecasting (2015)
80. Does news on real Chinese GDP growth impact stock markets?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
81. Evaluating Combined Non-Replicable Forecast
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
82. How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (15)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (11)
    See also Journal Article in International Journal of Forecasting (2011)
83. Modeling Seasonality in New Product Diffusion
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
    See also Journal Article in Marketing Science (2012)
84. Ranking Models in Conjoint Analysis
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
85. The Launch Timing of New and Dominant Multigeneration Technologies
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
86. The hemline and the economy: is there any match?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
87. To Aggregate or Not to Aggregate: Should decisions and models have the same frequency?
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

2009

88. Cointegration in a historical perspective
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Journal of Econometrics (2010)
89. Does ratification matter and do major conventions improve safety and decrease pollution in shipping?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (8)
    See also Journal Article in Marine Policy (2009)
90. Does the FOMC Have Expertise, and Can It Forecast?
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
91. Forecasting Sales
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
92. How Accurate are Government Forecast of Economic Fundamentals?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
93. Jury report on the KVS award for the best Doctoral Thesis in Economics of the academic years 2006-2007 and 2007-2008
    Other publications TiSEM, Tilburg University, School of Economics and Management
    See also Journal Article in De Economist (2009)
94. Modelling health care expenditures; overview of the literature and evidence from a panel time series model
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis View citations (4)
95. Testing Changing Harmonic Regressors
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
96. Testing Earning Management
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Statistica Neerlandica (2013)
97. Testing for seasonal unit roots in monthly panels of time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2011)

2008

98. Analyzing preferences ranking when there are too many alternatives
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
99. Does Irritation Induced by Charitable Direct Mailings Reduce Donations?
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
    See also Journal Article in International Journal of Research in Marketing (2009)
100. Expert opinion versus expertise in forecasting
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
     See also Journal Article in Statistica Neerlandica (2009)
101. Experts' Stated Behavior
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
     See also Journal Article in Interfaces (2009)
102. Incorporating responsiveness to marketing efforts in brand choice modelling
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in Econometrics (2014)
103. Measuring weekly consumer confidence
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
104. Model selection for forecast combination
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in Applied Economics (2011)
105. Modeling the Effectiveness of Hourly Direct-Response Radio Commercials
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
     Also in Working Papers, University of Antwerp, Faculty of Business and Economics (2008)
106. Outliers and judgemental adjustment of time series forecasts
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
107. Seasonality in revisions of macroeconomic data
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
108. The Triggers, Timing and Speed of New Product Price Landings
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

2007

109. A Manager's Perspective on Combining Expert and Model-based Forecasts
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
110. Competence and confidence effects in experts' forecast adjustments
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
111. Comprehensive review of the maritime safety regimes
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (4)
112. Confidence intervals for maximal reliability of probability judgments
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
113. Does experts' adjustment to model-based forecasts contribute to forecast quality?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
114. Dynamics of expert adjustment to model-based forecast
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
115. Estimating the market share attraction model using support vector regressions
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in Econometric Reviews (2010)
116. Evaluating real-time forecasts in real-time
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
117. Evaluation of survey effects in pre-election polls
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
118. Experts adjusting model-based forecasts and the law of small numbers
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
119. Experts' adjustment to model-based forecasts: Does the forecast horizon matter?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
120. Indirect Network Effects in New Product Growth
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (58)
121. Interlocking Boards and Firm Performance: Evidence from a New Panel Database
     Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (13)
122. Modeling regional house prices
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (10)
     See also Journal Article in Applied Economics (2011)
123. On the optimality of expert-adjusted forecasts
     CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis View citations (4)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2007) View citations (4)
124. Panel design effects on response rates and response quality
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in Statistica Neerlandica (2014)
125. Testing for harmonic regressors
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in Journal of Applied Statistics (2009)
126. What drives the relevance and quality of experts' adjustment to model-based forecasts?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

2006

127. A New Multivariate Product Growth Model
     Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
128. Analysis of the Maritime Inspection Regimes - Are ships over-inspected?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
129. Bayesian Model Averaging in the Presence of Structural Breaks
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (14)
130. Does rounding matter for payment efficiency?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
131. Dynamic and Competitive Effects of Direct Mailings
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (9)
132. Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
133. Forecasting 1 to h steps ahead using partial least squares
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
134. Forecasting high-frequency electricity demand with a diffusion index model
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
135. Formalizing judgemental adjustment of model-based forecasts
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
136. Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (4)
     See also Journal Article in Marketing Science (2008)
137. Irritation Due to Direct Mailings from Charities
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (7)
138. Long-term forecast for the Dutch economy
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
139. Prediction beyond the survey sample: correcting for survey effects on consumer decisions
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
140. Stability through cycles
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
141. Testing changes in consumer confidence indicators
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
142. The Global View on Port State Control
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
143. The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
144. Time-Series Models in Marketing
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
     See also Chapter (2008)
145. When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

2005

146. A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (6)
     See also A hierarchical Bayes error correction model to explain dynamic effects, Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
147. A simple test for GARCH against a stochastic volatility
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
148. Cycles in basic innovations
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
149. Modeling the diffusion of scientific publications
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
     See also Journal Article in Journal of Econometrics (2007)
150. Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
151. Random-Coefficient periodic autoregression
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
     See also Journal Article in Statistica Neerlandica (2011)
152. Real time estimates of GDP growth
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (8)
153. Real time estimates of GDP growth, based on two-regime models
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
154. Retrieving unobserved consideration sets from household panel data
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
155. Seasonality on non-linear price effects in scanner-data based market-response models
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in Journal of Econometrics (2007)
156. Semi-Parametric Modelling of Correlation Dynamics
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (7)
157. Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)

2004

158. A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production
     Econometric Society 2004 Australasian Meetings, Econometric Society View citations (4)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2003) View citations (2)
159. Advertising effects on awareness, consideration and brand choice using tracking data
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
160. Experimental investigation of consumer price evaluations
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
161. Forecasting aggregates using panels of nonlinear time series
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in International Journal of Forecasting (2005)
162. Forecasting in marketing
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
     See also Chapter (2006)
163. On the econometrics of the Koyck model
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (7)

2003

164. A generalized dynamic conditional correlation model for many asset returns
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (30)
165. A sequential approach to testing seasonal unit roots in high frequency data
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
     See also Journal Article in Journal of Applied Statistics (2005)
166. An empirical analysis of euro cash payments
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
     See also Journal Article in European Economic Review (2007)
167. Confidence Intervals for Cronbach's Coefficient Alpha Values
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)
168. Deriving dynamic marketing effectiveness from econometric time series models
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
169. Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
170. Do we make better forecasts these days? A survey amongst academics
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
171. Do we need all Euro denominations?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
172. Does Africa grow slower than Asia and Latin America?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
173. Effectiveness of Brokering within Account Management Organizations
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
174. Estimating duration intervals
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
175. Forecasting economic and financial time-series with non-linear models
     Departmental Working Papers, Rutgers University, Department of Economics View citations (8)
     See also Journal Article in International Journal of Forecasting (2004)
176. How do we pay with euro notes? Empirical evidence from Monopoly experiments
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
177. Modeling Dynamic Effects of the Marketing Mix on Market Shares
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)
178. Modeling purchases as repeated events
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
     See also Journal Article in Journal of Business & Economic Statistics (2006)
179. On the Bass diffusion theory, empirical models and out-of-sample forecasting
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
180. Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
181. Reference-based transitions in short-run price elasticity
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
182. Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (37)
     See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
183. Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data
     Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
     Also in ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam (2003) View citations (2)

2002

184. A Dynamic Utility Maximization Model for Product Category Consumption
     Tinbergen Institute Discussion Papers, Tinbergen Institute
185. A Joint Framework for Category Purchase and Consumption Behavior
     Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
186. A simple test for PPP among traded goods
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
187. An Empirical Study of Cash Payments
     Tinbergen Institute Discussion Papers, Tinbergen Institute
     See also Journal Article in Statistica Neerlandica (2003)
188. Common large innovations across nonlinear time series
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2013)
189. Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
190. Ecological panel inference in repeated cross sections
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
191. Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
192. Evaluating Direct Marketing Campaigns: recent findings and future research topics
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
193. From first submission to citation: an empirical analysis
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
     See also Journal Article in Statistica Neerlandica (2002)
194. How Large is Average Economic Growth? Evidence from a Robust Method
     Tinbergen Institute Discussion Papers, Tinbergen Institute
195. Inflation rates; long-memoray, level shifts, or both?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
196. Modeling Generational Transitions from Aggregate Data
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
197. Modeling dynamic effects of promotion on interpurchase times
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
     See also Journal Article in Computational Statistics & Data Analysis (2012)
198. Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
199. On combining revealed and stated preferences to forecast customer behaviour: three case studies
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (9)
200. On modeling panels of time series
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in Statistica Neerlandica (2006)
201. On the diffusion of scientific publications; the case of Econometrica 1987
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in Scientometrics (2003)
202. On the number of categories in an ordered regression model
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (4)
     See also Journal Article in Statistica Neerlandica (2010)
203. Sales Models For Many Items Using Attribute Data
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
204. The Econometrics Of The Bass Diffusion Model
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (8)
     See also Journal Article in Journal of Business & Economic Statistics (2005)
205. The impact of brand and category characteristics on consumer stock-out reactions
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)

2001

206. An Equilibrium-Correction Model for Dynamic Network Data
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)
207. Buying High Tech Products
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
208. Changing Perceptions and Changing Behavior in Customer Relationships
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
209. Constructing seasonally adjusted data with time-varying confidence intervals
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
     See also Journal Article in Oxford Bulletin of Economics and Statistics (2002)
210. Deriving Target Selection Rules from Endogenously Selected Samples
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
     See also Journal Article in Journal of Applied Econometrics (2006)
211. Econometric Analysis of the Market Share Attraction Model
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
212. Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
213. Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
214. Inflation, Forecast Intervals and Long Memory Regression Models
     Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (12)
     See also Journal Article in International Journal of Forecasting (2002)
215. Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
     See also Journal Article in European Journal of Operational Research (2004)
216. Modeling Potentially Time-Varying Effects of Promotions on Sales
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
217. Modeling and forecasting outliers and level shifts in absolute returns
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
218. Robust inference on average economic growth
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
219. Smooth Transition Autoregressive Models - A Survey of Recent Developments
     SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (69)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2000) View citations (20)
     See also Journal Article in Econometric Reviews (2002)
220. Structural breaks and long memory in US inflation rates: do they matter for forecasting?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (9)
     See also Journal Article in Research in International Business and Finance (2006)
221. Testing for Common Deterministic Trend Slopes
     Working Papers, Cornell University, Center for Analytic Economics View citations (4)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2001) View citations (4)
     See also Journal Article in Journal of Econometrics (2005)
222. The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (4)
     See also Journal Article in International Journal of Forecasting (2005)
223. Using Selective Sampling for Binary Choice Models to Reduce Survey Costs
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)

2000

224. A Multivariate STAR Analysis of the Relationship Between Money and Output
     Working Papers, East Carolina University, Department of Economics View citations (17)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1999) View citations (3)
     Working Papers, East Carolina University, Department of Economics (1999) View citations (3)
225. A nonlinear long memory model for US unemployment
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
226. Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models
     Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (18)
     Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2000) View citations (3)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2000) View citations (18)
227. Broker Positions in Task-Specific Knowledge Networks
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
228. Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
     See also Journal Article in International Journal of Forecasting (2005)
229. Forecasting Market Shares from Models for Sales
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
     See also Journal Article in International Journal of Forecasting (2001)
230. Modeling Unobserved Consideration Sets for Household Panel Data
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
231. Modeling charity donations: target selection, response time and gift size
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
232. On Forecasting Cointegrated Seasonal Time Series
     SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (5)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2000) View citations (3)
     See also Journal Article in International Journal of Forecasting (2001)
233. Seasonal smooth transition autoregression
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (8)
234. The Effect of Relational Constructs on Relationship Performance
     ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

1999

235. Censored regression analysis in large samples with many zero observations
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (8)
236. Cointegration in a periodic vector autoregression
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (4)
237. Do the US and Canada have a common nonlinear cycle in unemployment?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
238. Forecasting with periodic autoregressive time series models
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
239. How to deal with intercept and trend in pratical cointegration analysis?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (7)
     See also Journal Article in Applied Economics (2001)
240. Impulse-response analysis of the market share attraction model
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
241. Monitoring structural change in variance
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
242. Monitoring time-varying parameters in an autoregression
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
243. On SETAR non- linearity and forecasting
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (18)
     See also Journal Article in Journal of Forecasting (2003)
244. Ordered logit analysis for selectively sampled data
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
     See also Journal Article in Computational Statistics & Data Analysis (2002)
245. Outlier detection in the GARCH (1,1) model
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
246. SETS, Arbitrage Activity, and Stock Price Dynamics
     Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
     See also Journal Article in Journal of Banking & Finance (2000)
247. Seasonal adjustment and the business cycle in unemployment
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
     See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2000)
248. Testing common deterministic seasonality
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
249. Testing for converging deterministic seasonal variation in European industrial production
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

1998

250. A seasonal periodic long memory model for monthly river flows
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
251. Censored latent effects autoregression, with an application to US unemployment
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
252. Forecasting volatility with switching persistence GARCH models
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (13)
253. Long Memory and Level Shifts: Re-Analyzing Inflation Rates
     Tinbergen Institute Discussion Papers, Tinbergen Institute
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1998)
     See also Journal Article in Empirical Economics (1999)
254. Modeling asymmetric volatility in weekly Dutch temperature data
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
255. Modelling asymmetric persistence over the business cycle
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
256. Nonlinearities and outliers: robust specification of STAR models
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
257. On data transformations and evidence of nonlinearity
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
     See also Journal Article in Computational Statistics & Data Analysis (2002)
258. On the role of seasonal intercepts in seasonal cointegration
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
     Also in Economics Series, Institute for Advanced Studies (1995) View citations (8)
     See also Journal Article in Oxford Bulletin of Economics and Statistics (1999)
259. Short Patches of Outliers, ARCH and Volatility Modeling
     Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)

1997

260. Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
261. Do We Often Find ARCH Because Of Neglected Outliers?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
262. Modelling Multiple Regimes in the Business Cycle
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
     See also Journal Article in Macroeconomic Dynamics (1999)
263. Nonlinear Error-Correction Models for Interest Rates in The Netherlands
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (9)
264. Outlier robust cointegration analysis
     Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (6)
265. Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

1996

266. Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in International Journal of Forecasting (2000)
267. On Phillips-Perron Type Tests for Seasonal Unit Roots
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
     See also Journal Article in Econometric Theory (1998)
268. Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
269. Testing for ARCH in the Presence of Additive Outliers
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
     See also Journal Article in Journal of Applied Econometrics (1999)
270. Testing for Smooth Transition Nonlinearity in the Presence of Outliers
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (9)
     See also Journal Article in Journal of Business & Economic Statistics (1999)

1995

271. Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     See also Journal Article in Journal of Econometrics (1997)
272. Impulse Response Functions for Periodic Integration
     SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
     See also Journal Article in Economics Letters (1997)
273. Testing Nested and Non-Nested Periodically Integrated Autoregressive Models
     Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
     Also in Working Papers, Tilburg - Center for Economic Research (1995) View citations (5)
     Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (2)

1994

274. Volatility Patterns and Spillovers in Bund Futures
     Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)

1993

275. Temporal aggregation in a periodically integrated autoregressive process
     Other publications TiSEM, Tilburg University, School of Economics and Management
     Also in Research Memorandum, Tilburg University, School of Economics and Management (1993)
     See also Journal Article in Statistics & Probability Letters (1996)

1992

276. A model for quarterly unemployment in Canada
     Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
277. THE GOMPERTZ CURVE: ESTIMATION AND SELECTION
     Econometric Institute Archives, Erasmus University Rotterdam

1991

278. AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME
     Working Papers, Erasmus University of Rotterdam - Institute for Economic Research View citations (9)
     See also Journal Article in Journal of Futures Markets (1991)

1990

279. SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES
     Econometric Institute Archives, Erasmus University Rotterdam View citations (1)
     See also Journal Article in International Journal of Forecasting (1991)
280. SEASONALITY, OUTLIERS AND LINEARITY
     Econometric Institute Archives, Erasmus University Rotterdam
281. TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA
     Econometric Institute Archives, Erasmus University Rotterdam View citations (26)
282. TESTING FOR WHITE NOISE IN TIME SERIES MODELS
     Econometric Institute Archives, Erasmus University Rotterdam

Undated

283. Determining the Order of Differencing in Seasonal Time Series Processes
     Discussion Papers, Department of Economics, University of York View citations (1)
     See also Journal Article in Econometrics Journal (2000)
284. Franses
     Instructional Stata datasets for econometrics, Boston College Department of Economics

Journal Articles

2022

1. Evaluating heterogeneous forecasts for vintages of macroeconomic variables
   Journal of Forecasting, 2022, 41, (4), 829-839
   See also Working Paper (2018)
2. Forecasting Real GDP Growth for Africa
   Econometrics, 2022, 10, (1), 1-16
3. Forecasting: theory and practice
   International Journal of Forecasting, 2022, 38, (3), 705-871 View citations (24)
   See also Working Paper (2022)
4. Interpolation and correlation
   Applied Economics, 2022, 54, (14), 1562-1567

2021

5. Estimating persistence for irregularly spaced historical data
   Quality & Quantity: International Journal of Methodology, 2021, 55, (6), 2177-2187
   See also Working Paper (2019)
6. Forecasting time-varying arrivals: Impact of direct response advertising on call center performance
   Journal of Business Research, 2021, 131, (C), 227-240
7. Inclusion of older annual data into time series models for recent quarterly data
   Applied Economics Letters, 2021, 28, (19), 1717-1721
8. Marketing response and temporal aggregation
   Journal of Marketing Analytics, 2021, 9, (2), 111-117
9. Modeling Judgment in Macroeconomic Forecasts
   Journal of Quantitative Economics, 2021, 19, (1), 401-417 View citations (1)
10. Modeling box office revenues of motion pictures✰
    Technological Forecasting and Social Change, 2021, 169, (C)
11. Testing bias in professional forecasts
    Journal of Forecasting, 2021, 40, (6), 1086-1094 View citations (1)
12. Testing for bias in forecasts for independent binary outcomes
    Applied Economics Letters, 2021, 28, (15), 1336-1338

2020

13. Correcting the January optimism effect
    Journal of Forecasting, 2020, 39, (6), 927-933
14. Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?
    JRFM, 2020, 13, (3), 1-8
    See also Working Paper (2020)
15. Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model
    Forecasting, 2020, 2, (3), 1-25 View citations (1)
    See also Working Paper (2018)
16. IMA(1,1) as a new benchmark for forecast evaluation
    Applied Economics Letters, 2020, 27, (17), 1419-1423
    See also Working Paper (2019)
17. Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping
    Computational Economics, 2020, 56, (1), 59-75 View citations (4)
18. Measurement Error in a First-order Autoregression
    Advances in Decision Sciences, 2020, 24, (2), 1-14
19. SIMPLE BAYESIAN FORECAST COMBINATION
    Annals of Financial Economics (AFE), 2020, 15, (04), 1-7 View citations (1)
20. THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT?
    Annals of Financial Economics (AFE), 2020, 15, (01), 1-5

2019

21. Cash Use of the Taiwan Dollar: Is It Efficient? †
    JRFM, 2019, 12, (1), 1-6 View citations (1)
22. Combining expert‐adjusted forecasts
    Journal of Forecasting, 2019, 38, (5), 415-421 View citations (2)
23. Model‐based forecast adjustment: With an illustration to inflation
    Journal of Forecasting, 2019, 38, (2), 73-80
    See also Working Paper (2018)
24. On inflation expectations in the NKPC model
    Empirical Economics, 2019, 57, (6), 1853-1864 View citations (3)
25. Spurious principal components
    Applied Economics Letters, 2019, 26, (1), 37-39 View citations (1)
    See also Working Paper (2017)

2018

26. How Informative Are Earnings Forecasts? †
    JRFM, 2018, 11, (3), 1-20 View citations (1)
27. Inflation in Africa, 1960–2015
    Journal of International Financial Markets, Institutions and Money, 2018, 57, (C), 261-292 View citations (1)
28. PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS
    Advances in Decision Sciences, 2018, 22, (1), 308-320
29. THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE
    Annals of Financial Economics (AFE), 2018, 13, (02), 1-34

2017

30. A novel approach to measuring consumer confidence
    Econometrics and Statistics, 2017, 4, (C), 121-129 View citations (2)
    See also Working Paper (2014)
31. Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname
    Sustainability, 2017, 9, (10), 1-18
32. Benchmarking Judgmentally Adjusted Forecasts
    International Journal of Finance & Economics, 2017, 22, (1), 3-11
    See also Working Paper (2015)
33. Do charities get more when they ask more often? Evidence from a unique field experiment
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2017, 66, (C), 58-65 View citations (20)
    See also Working Paper (2010)
34. Estimating loss functions of experts
    Applied Economics, 2017, 49, (4), 386-396
    See also Working Paper (2011)
35. Exploiting Spillovers to Forecast Crashes
    Journal of Forecasting, 2017, 36, (8), 936-955 View citations (2)
    See also Working Paper (2015)
36. Heterogeneous Forecast Adjustment
    Journal of Forecasting, 2017, 36, (4), 337-344 View citations (1)
37. Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve?
    International Journal of Forecasting, 2017, 33, (1), 90-101 View citations (3)
38. Recovering Historical Inflation Data from Postage Stamps Prices
    JRFM, 2017, 10, (4), 1-11 View citations (2)
    See also Working Paper (2016)
39. Specification Testing in Hawkes Models*
    The Journal of Financial Econometrics, 2017, 15, (1), 139-171 View citations (2)
    See also Working Paper (2015)

2016

40. A note on the Mean Absolute Scaled Error
    International Journal of Forecasting, 2016, 32, (1), 20-22 View citations (21)
41. A simple test for a bubble based on growth and acceleration
    Computational Statistics & Data Analysis, 2016, 100, (C), 160-169 View citations (3)
42. Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas
    Journal of Development Studies, 2016, 52, (3), 315-330 View citations (17)
43. RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY
    Annals of Financial Economics (AFE), 2016, 11, (04), 1-14
    See also Working Paper (2015)
44. The late 1970s bubble in Dutch collectible postage stamps
    Empirical Economics, 2016, 50, (4), 1215-1228
    See also Working Paper (2012)

2015

45. Asymmetric time aggregation and its potential benefits for forecasting annual data
    Empirical Economics, 2015, 49, (1), 363-387
    See also Working Paper (2010)
46. Does Disagreement Amongst Forecasters Have Predictive Value?
    Journal of Forecasting, 2015, 34, (4), 290-302 View citations (10)
    See also Working Paper (2010)
47. Emigration, wage differentials and brain drain: the case of Suriname
    Applied Economics, 2015, 47, (23), 2339-2347
    See also Working Paper (2011)
48. Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes
    Journal of Banking & Finance, 2015, 56, (C), 123-139 View citations (17)
    See also Working Paper (2014)
49. The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency
    Emerging Markets Finance and Trade, 2015, 51, (1), 130-139 View citations (2)
    See also Working Paper (2014)
50. The life cycle of social media
    Applied Economics Letters, 2015, 22, (10), 796-800
    See also Working Paper (2014)

2014

51. Are individuals in China prone to money illusion?
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2014, 51, (C), 38-46 View citations (7)
52. Do Experts’ SKU Forecasts Improve after Feedback?
    Journal of Forecasting, 2014, 33, (1), 69-79 View citations (5)
    See also Working Paper (2011)
53. EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS
    Journal of Economic Surveys, 2014, 28, (2), 195-208 View citations (1)
    See also Working Paper (2012)
54. Editorial Statistics
    Statistica Neerlandica, 2014, 68, (4), 344-344
55. Evaluating CPB’s Forecasts
    De Economist, 2014, 162, (3), 215-221
56. Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling
    Econometrics, 2014, 2, (1), 1-25 View citations (1)
    See also Working Paper (2008)
57. Panel design effects on response rates and response quality
    Statistica Neerlandica, 2014, 68, (1), 1-24 View citations (3)
    See also Working Paper (2007)
58. Statistical institutes and economic prosperity
    Quality & Quantity: International Journal of Methodology, 2014, 48, (1), 507-520 View citations (1)
    See also Working Paper (2012)
59. Trends in three decades of rankings of Dutch economists
    Scientometrics, 2014, 98, (2), 1257-1268 View citations (6)

2013

60. Analyzing fixed-event forecast revisions
    International Journal of Forecasting, 2013, 29, (4), 622-627 View citations (7)
    See also Working Paper (2013)
61. Approximating the DGP of China's quarterly GDP
    Applied Economics, 2013, 45, (24), 3469-3472 View citations (1)
    See also Working Paper (2010)
62. Are forecast updates progressive?
    Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 9-18 View citations (4)
    See also Working Paper (2013)
63. Common large innovations across nonlinear time series
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 251-263
    See also Working Paper (2002)
64. Data revisions and periodic properties of macroeconomic data
    Economics Letters, 2013, 120, (2), 139-141 View citations (6)
65. Do commercial real estate prices have predictive content for GDP?
    Applied Economics, 2013, 45, (31), 4379-4384 View citations (2)
    See also Working Paper (2012)
66. Do statistical forecasting models for SKU-level data benefit from including past expert knowledge?
    International Journal of Forecasting, 2013, 29, (1), 80-87 View citations (12)
67. Improving judgmental adjustment of model-based forecasts
    Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 1-8 View citations (6)
68. Testing earnings management
    Statistica Neerlandica, 2013, 67, (3), 281-292
    See also Working Paper (2009)

2012

69. Common socio-economic cycle periods
    Technological Forecasting and Social Change, 2012, 79, (1), 59-68 View citations (11)
70. Evaluating Individual and Mean Non-Replicable Forecasts
    Journal for Economic Forecasting, 2012, (3), 22-43 View citations (1)
    See also Working Paper (2011)
71. Hemlines and the Economy: Which Goes Down First?
    Foresight: The International Journal of Applied Forecasting, 2012, (26), 27-28
72. Inequality amongst the wealthiest and its link with economic growth
    Applied Economics, 2012, 44, (22), 2851-2858
    See also Working Paper (2011)
73. Modeling Seasonality in New Product Diffusion
    Marketing Science, 2012, 31, (2), 351-364 View citations (5)
    See also Working Paper (2010)
74. Modeling dynamic effects of promotion on interpurchase times
    Computational Statistics & Data Analysis, 2012, 56, (11), 3055-3069 View citations (2)
    See also Working Paper (2002)
75. The effectiveness of high-frequency direct-response commercials
    International Journal of Research in Marketing, 2012, 29, (1), 98-109 View citations (6)

2011

76. Averaging Model Forecasts and Expert Forecasts: Why Does It Work?
    Interfaces, 2011, 41, (2), 177-181 View citations (4)
77. Correcting for survey effects in pre‐election polls
    Statistica Neerlandica, 2011, 65, (3), 352-370
    See also Working Paper (2010)
78. Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter?
    Journal of the Operational Research Society, 2011, 62, (3), 537-543 View citations (9)
79. How accurate are government forecasts of economic fundamentals? The case of Taiwan
    International Journal of Forecasting, 2011, 27, (4), 1066-1075 View citations (19)
    See also Working Paper (2010)
80. Model selection for forecast combination
    Applied Economics, 2011, 43, (14), 1721-1727
    See also Working Paper (2008)
81. Modelling regional house prices
    Applied Economics, 2011, 43, (17), 2097-2110 View citations (10)
    See also Working Paper (2007)
82. One model and various experts: Evaluating Dutch macroeconomic forecasts
    International Journal of Forecasting, 2011, 27, (2), 482-495 View citations (25)
    Also in International Journal of Forecasting, 2011, 27, (2), 482-495 (2011) View citations (25)
83. Random‐coefficient periodic autoregressions
    Statistica Neerlandica, 2011, 65, (1), 101-115 View citations (5)
    See also Working Paper (2005)
84. Testing for Seasonal Unit Roots in Monthly Panels of Time Series
    Oxford Bulletin of Economics and Statistics, 2011, 73, (4), 469-488 View citations (5)
    See also Working Paper (2009)

2010

85. A UNIFYING VIEW ON MULTI‐STEP FORECASTING USING AN AUTOREGRESSION
    Journal of Economic Surveys, 2010, 24, (3), 389-401 View citations (1)
86. Cointegration in a historical perspective
    Journal of Econometrics, 2010, 158, (1), 156-159 View citations (2)
    See also Working Paper (2009)
87. Do experts' adjustments on model-based SKU-level forecasts improve forecast quality?
    Journal of Forecasting, 2010, 29, (3), 331-340 View citations (38)
88. Editorial statistics
    Statistica Neerlandica, 2010, 64, (4), 508-508
89. Estimating the Market Share Attraction Model using Support Vector Regressions
    Econometric Reviews, 2010, 29, (5-6), 688-716
    See also Working Paper (2007)
90. On the number of categories in an ordered regression model
    Statistica Neerlandica, 2010, 64, (1), 125-128 View citations (3)
    See also Working Paper (2002)
91. Twenty years of cointegration
    Journal of Econometrics, 2010, 158, (1), 1-2

2009

92. A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets
    Econometric Reviews, 2009, 28, (6), 612-631 View citations (60)
93. Can Managers Judgmental Forecasts Be Made Scientifically?
    Foresight: The International Journal of Applied Forecasting, 2009, (15), 32-36 View citations (1)
94. Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements
    Transport Reviews, 2009, 30, (2), 241-270 View citations (1)
95. Consumer price evaluations through choice experiments
    Journal of Applied Econometrics, 2009, 24, (3), 517-535 View citations (5)
96. Does irritation induced by charitable direct mailings reduce donations?
    International Journal of Research in Marketing, 2009, 26, (3), 180-188 View citations (29)
    See also Working Paper (2008)
97. Does ratification matter and do major conventions improve safety and decrease pollution in shipping?
    Marine Policy, 2009, 33, (5), 826-846 View citations (8)
    See also Working Paper (2009)
98. Expert opinion versus expertise in forecasting
    Statistica Neerlandica, 2009, 63, (3), 334-346 View citations (37)
    See also Working Paper (2008)
99. Experts' Stated Behavior
    Interfaces, 2009, 39, (2), 168-171 View citations (5)
    See also Working Paper (2008)
100. Introduction to the special issue on new econometric models in marketing
     Journal of Applied Econometrics, 2009, 24, (3), 375-376
101. Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008
     De Economist, 2009, 157, (2), 267-269
     See also Working Paper (2009)
102. Properties of expert adjustments on model-based SKU-level forecasts
     International Journal of Forecasting, 2009, 25, (1), 35-47 View citations (39)
103. Testing for harmonic regressors
     Journal of Applied Statistics, 2009, 36, (3), 339-346 View citations (1)
     See also Working Paper (2007)
104. The effect of rounding on payment efficiency
     Computational Statistics & Data Analysis, 2009, 53, (4), 1449-1461 View citations (1)
105. The impact of adoption timing on new service usage and early disadoption
     International Journal of Research in Marketing, 2009, 26, (4), 304-313 View citations (15)
106. Why is GDP typically revised upwards?
     Statistica Neerlandica, 2009, 63, (2), 125-130 View citations (2)

2008

107. A Simple Test for GARCH Against a Stochastic Volatility Model
     The Journal of Financial Econometrics, 2008, 6, (3), 291-306 View citations (9)
108. Econometric analysis to differentiate effects of various ship safety inspections
     Marine Policy, 2008, 32, (4), 653-662 View citations (8)
109. Editorial statistics
     Statistica Neerlandica, 2008, 62, (4), 509-509
110. Error-correction modelling in discrete and continuous time
     Economics Letters, 2008, 101, (2), 140-141
111. Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements
     Marketing Science, 2008, 27, (6), 1065-1082 View citations (26)
     See also Working Paper (2006)
112. Merging models and experts
     International Journal of Forecasting, 2008, 24, (1), 31-33 View citations (12)

2007

113. A global view on port state control: econometric analysis of the differences across port state control regimes
     Maritime Policy & Management, 2007, 34, (5), 453-482 View citations (33)
114. Absorption of shocks in nonlinear autoregressive models
     Computational Statistics & Data Analysis, 2007, 51, (9), 4206-4226 View citations (22)
115. An empirical analysis of euro cash payments
     European Economic Review, 2007, 51, (8), 1985-1997 View citations (11)
     See also Working Paper (2003)
116. Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?
     Economic Modelling, 2007, 24, (6), 954-968 View citations (2)
117. Constant vs. Changing Seasonality
     Foresight: The International Journal of Applied Forecasting, 2007, (6), 24-25 View citations (2)
118. Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved?
     Marine Policy, 2007, 31, (4), 550-563 View citations (13)
119. Estimating the stock of postwar Dutch postal stamps
     Applied Economics, 2007, 39, (8), 943-946 View citations (2)
120. Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006
     De Economist, 2007, 155, (1), 133-134
121. Modeling the diffusion of scientific publications
     Journal of Econometrics, 2007, 139, (2), 376-390 View citations (23)
     See also Working Paper (2005)
122. On the econometrics of the geometric lag model
     Economics Letters, 2007, 95, (2), 291-296 View citations (7)
123. Progress and challenges in econometrics
     Journal of Econometrics, 2007, 138, (1), 1-2
124. Seasonality and non-linear price effects in scanner-data-based market-response models
     Journal of Econometrics, 2007, 138, (1), 231-251 View citations (9)
     See also Working Paper (2005)
125. When Do Price Thresholds Matter in Retail Categories?
     Marketing Science, 2007, 26, (1), 83-100 View citations (45)

2006

126. Deriving target selection rules from endogenously selected samples
     Journal of Applied Econometrics, 2006, 21, (5), 549-562 View citations (18)
     Also in Journal of Applied Econometrics, 2006, 21, (5), 549-562 (2006) View citations (1)
     See also Working Paper (2001)
127. Editorial introduction
     Statistica Neerlandica, 2006, 60, (2), 79-79
128. Empirical causality between bigger banknotes and inflation
     Applied Economics Letters, 2006, 13, (12), 751-752
129. Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both?
     Korean Economic Review, 2006, 22, 83-97
130. Modeling Purchases as Repeated Events
     Journal of Business & Economic Statistics, 2006, 24, 487-502 View citations (14)
     See also Working Paper (2003)
131. On modeling panels of time series*
     Statistica Neerlandica, 2006, 60, (4), 438-456 View citations (1)
     See also Working Paper (2002)
132. Optimal Data Interval for Estimating Advertising Response
     Marketing Science, 2006, 25, (3), 217-229 View citations (29)
133. Robust Inference on Average Economic Growth*
     Oxford Bulletin of Economics and Statistics, 2006, 68, (3), 345-370 View citations (2)
     See also Working Paper (2001)
134. Structural breaks and long memory in US inflation rates: Do they matter for forecasting?
     Research in International Business and Finance, 2006, 20, (1), 95-110 View citations (22)
     See also Working Paper (2001)

2005

135. A multi-level panel STAR model for US manufacturing sectors
     Journal of Applied Econometrics, 2005, 20, (6), 811-827 View citations (83)
136. A sequential approach to testing seasonal unit roots in high frequency data
     Journal of Applied Statistics, 2005, 32, (6), 555-569 View citations (2)
     See also Working Paper (2003)
137. Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice
     International Journal of Forecasting, 2005, 21, (1), 53-71 View citations (1)
     See also Working Paper (2000)
138. Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method
     Journal of Development Economics, 2005, 77, (2), 553-570 View citations (58)
139. Forecasting aggregates using panels of nonlinear time series
     International Journal of Forecasting, 2005, 21, (4), 785-794 View citations (13)
     See also Working Paper (2004)
140. Forecasting time series with long memory and level shifts
     Journal of Forecasting, 2005, 24, (1), 1-16 View citations (5)
141. Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004
     De Economist, 2005, 153, (1), 135-136
142. On the Econometrics of the Bass Diffusion Model
     Journal of Business & Economic Statistics, 2005, 23, 255-268 View citations (28)
     See also Working Paper (2002)
143. On the dynamics of business cycle analysis: editors' introduction
     Journal of Applied Econometrics, 2005, 20, (2), 147-150 View citations (6)
     Also in Journal of Applied Econometrics, 2005, 20, (2), 147-150 (2005)
144. Testing for common deterministic trend slopes
     Journal of Econometrics, 2005, 126, (1), 1-24 View citations (15)
     See also Working Paper (2001)
145. The Econometric Analysis of Seasonal Time Series
     Journal of Time Series Analysis, 2005, 26, (2), 319-321
146. The M3 competition: Statistical tests of the results
     International Journal of Forecasting, 2005, 21, (3), 397-409 View citations (48)
147. The diffusion of marketing science in the practitioners' community: opening the black box
     Applied Stochastic Models in Business and Industry, 2005, 21, (4‐5), 289-301 View citations (1)
148. The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
     International Journal of Forecasting, 2005, 21, (1), 87-102 View citations (29)
     See also Working Paper (2001)
149. “Panelizing” Repeated Cross Sections
     Quality & Quantity: International Journal of Methodology, 2005, 39, (2), 155-174 View citations (1)

2004

150. Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics
     Interfaces, 2004, 34, (6), 466-468 View citations (3)
151. Do seasonal unit roots matter for forecasting monthly industrial production?
     Journal of Forecasting, 2004, 23, (2), 77-88 View citations (6)
152. Fifty years since Koyck (1954)*
     Statistica Neerlandica, 2004, 58, (4), 381-387 View citations (2)
153. Forecasting economic and financial time-series with non-linear models
     International Journal of Forecasting, 2004, 20, (2), 169-183 View citations (63)
     See also Working Paper (2003)
154. Forecasting unemployment using an autoregression with censored latent effects parameters
     International Journal of Forecasting, 2004, 20, (2), 255-271 View citations (13)
155. Generalizations of the KPSS‐test for stationarity
     Statistica Neerlandica, 2004, 58, (4), 483-502 View citations (78)
156. Modeling consideration sets and brand choice using artificial neural networks
     European Journal of Operational Research, 2004, 154, (1), 206-217 View citations (4)
     See also Working Paper (2001)

2003

157. A note on monitoring time-varying parameters in an autoregression
     Metrika: International Journal for Theoretical and Applied Statistics, 2003, 57, (1), 51-62 View citations (5)
158. An Empirical Study of Cash Payments
     Statistica Neerlandica, 2003, 57, (4), 484-508 View citations (8)
     See also Working Paper (2002)
159. Detecting seasonal unit roots in a structural time series model
     Journal of Applied Statistics, 2003, 30, (4), 373-387 View citations (1)
160. On SETAR non-linearity and forecasting
     Journal of Forecasting, 2003, 22, (5), 359-375 View citations (31)
     See also Working Paper (1999)
161. Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy*
     Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 727-744 View citations (37)
     See also Working Paper (2003)
162. The diffusion of scientific publications: The case of Econometrica, 1987
     Scientometrics, 2003, 56, (1), 29-42 View citations (10)
     See also Working Paper (2002)

2002

163. A nonlinear long memory model, with an application to US unemployment
     Journal of Econometrics, 2002, 110, (2), 135-165 View citations (74)
164. Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals
     Oxford Bulletin of Economics and Statistics, 2002, 64, (5), 509-526 View citations (3)
     See also Working Paper (2001)
165. Editorial
     Statistica Neerlandica, 2002, 56, (1), 1-1
166. Estimating volatility on overlapping returns when returns are autocorrelated
     Applied Mathematical Finance, 2002, 9, (3), 179-188 View citations (1)
167. Financial volatility: an introduction
     Journal of Applied Econometrics, 2002, 17, (5), 419-424 View citations (12)
168. From first submission to citation: an empirical analysis
     Statistica Neerlandica, 2002, 56, (4), 496-509
     See also Working Paper (2002)
169. Inferring Transition Probabilities from Repeated Cross Sections
     Political Analysis, 2002, 10, (2), 113-133 View citations (2)
170. Inflation, forecast intervals and long memory regression models
     International Journal of Forecasting, 2002, 18, (2), 243-264 View citations (41)
     See also Working Paper (2001)
171. Modelling and forecasting level shifts in absolute returns
     Journal of Applied Econometrics, 2002, 17, (5), 601-616 View citations (10)
172. On data transformations and evidence of nonlinearity
     Computational Statistics & Data Analysis, 2002, 40, (3), 621-632 View citations (3)
     See also Working Paper (1998)
173. Ordered logit analysis for selectively sampled data
     Computational Statistics & Data Analysis, 2002, 40, (3), 477-497 View citations (1)
     See also Working Paper (1999)
174. SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
     Econometric Reviews, 2002, 21, (1), 1-47 View citations (504)
     See also Working Paper (2001)

2001

175. Are living standards converging?
     Structural Change and Economic Dynamics, 2001, 12, (2), 171-200 View citations (53)
176. Editorial
     Statistica Neerlandica, 2001, 55, (1), 1-1
177. Estimating Transition Probabilities from a Time Series of Independent Cross Sections
     Statistica Neerlandica, 2001, 55, (2), 249-262 View citations (4)
178. Forecasting market shares from models for sales
     International Journal of Forecasting, 2001, 17, (1), 121-128 View citations (5)
     See also Working Paper (2000)
179. How to deal with intercept and trend in practical cointegration analysis?
     Applied Economics, 2001, 33, (5), 577-579 View citations (23)
     See also Working Paper (1999)
180. INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS
     Macroeconomic Dynamics, 2001, 5, (4), 461-465 View citations (1)
181. On forecasting cointegrated seasonal time series
     International Journal of Forecasting, 2001, 17, (4), 607-621 View citations (7)
     See also Working Paper (2000)
182. Some comments on seasonal adjustment
     Revista de Economía del Rosario, 2001 View citations (3)

2000

183. A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables
     Journal of Applied Econometrics, 2000, 15, (6), 717-744 View citations (25)
184. Asymptotically perfect and relative convergence of productivity
     Journal of Applied Econometrics, 2000, 15, (1), 59-81 View citations (130)
185. Determining the order of differencing in seasonal time series processes
     Econometrics Journal, 2000, 3, (2), 250-264 View citations (4)
     See also Working Paper
186. Forecasting the levels of vector autoregressive log-transformed time series
     International Journal of Forecasting, 2000, 16, (1), 111-116 View citations (24)
     See also Working Paper (1996)
187. SETS, arbitrage activity, and stock price dynamics
     Journal of Banking & Finance, 2000, 24, (8), 1289-1306 View citations (35)
     See also Working Paper (1999)
188. Seasonal Adjustment and the Business Cycle in Unemployment
     Studies in Nonlinear Dynamics & Econometrics, 2000, 4, (2), 1-14 View citations (3)
     See also Working Paper (1999)
189. The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00)
     International Journal of Forecasting, 2000, 16, (3), 426-427
190. Visualizing time-varying correlations across stock markets
     Journal of Empirical Finance, 2000, 7, (2), 155-172 View citations (15)

1999

191. Additive outliers, GARCH and forecasting volatility
     International Journal of Forecasting, 1999, 15, (1), 1-9 View citations (96)
192. Does Seasonality Influence the Dating of Business Cycle Turning Points?
     Journal of Macroeconomics, 1999, 21, (1), 79-92 View citations (15)
193. Forecasting long memory left-right political orientations
     International Journal of Forecasting, 1999, 15, (2), 185-199 View citations (5)
194. Forecasting power-transformed time series data
     Journal of Applied Statistics, 1999, 26, (7), 807-815 View citations (6)
195. Long memory and level shifts: Re-analyzing inflation rates
     Empirical Economics, 1999, 24, (3), 427-449 View citations (98)
     See also Working Paper (1998)
196. Modeling Item Nonresponse in Questionnaires
     Quality & Quantity: International Journal of Methodology, 1999, 33, (2), 203-213 View citations (2)
197. Modeling Multiple Regimes in the Business Cycle
     Macroeconomic Dynamics, 1999, 3, (3), 311-340 View citations (84)
     See also Working Paper (1997)
198. On the Role of Seasonal Intercepts in Seasonal Cointegration
     Oxford Bulletin of Economics and Statistics, 1999, 61, (3), 409-433 View citations (18)
     See also Working Paper (1998)
199. On trends and constants in periodic autoregressions
     Econometric Reviews, 1999, 18, (3), 271-286 View citations (15)
200. Testing for ARCH in the Presence of Additive Outliers
     Journal of Applied Econometrics, 1999, 14, (5), 539-62 View citations (83)
     See also Working Paper (1996)
201. Testing for Smooth Transition Nonlinearity in the Presence of Outliers
     Journal of Business & Economic Statistics, 1999, 17, (2), 217-35 View citations (63)
     See also Working Paper (1996)

1998

202. A model selection strategy for time series with increasing seasonal variation
     International Journal of Forecasting, 1998, 14, (3), 405-414 View citations (5)
203. Cointegration Analysis of Seasonal Time Series
     Journal of Economic Surveys, 1998, 12, (5), 651-678 View citations (22)
204. Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules
     Studies in Nonlinear Dynamics & Econometrics, 1998, 2, (4), 1-8 View citations (16)
205. Increasing seasonal variation; unit roots versus shifts in mean and trend
     Applied Stochastic Models and Data Analysis, 1998, 14, (3), 255-261 View citations (1)
206. Large data sets in finance and marketing: introduction by the special issue editor
     Statistica Neerlandica, 1998, 52, (3), 255-257
207. ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS
     Econometric Theory, 1998, 14, (2), 200-221 View citations (21)
     See also Working Paper (1996)
208. On Seasonal Cycles, Unit Roots, And Mean Shifts
     The Review of Economics and Statistics, 1998, 80, (2), 231-240 View citations (36)
209. On the sensitivity of unit root inference to nonlinear data transformations
     Economics Letters, 1998, 59, (1), 7-15 View citations (13)
210. Outlier Detection in Cointegration Analysis
     Journal of Business & Economic Statistics, 1998, 16, (4), 459-68 View citations (31)
211. Outlier robust analysis of long-run marketing effects for weekly scanning data
     Journal of Econometrics, 1998, 89, (1-2), 293-315 View citations (14)
212. Testing for Unit Roots and Non‐linear Transformations
     Journal of Time Series Analysis, 1998, 19, (2), 147-164 View citations (14)

1997

213. A co-integration approach to forecasting freight rates in the dry bulk shipping sector
     Transportation Research Part A: Policy and Practice, 1997, 31, (6), 447-458 View citations (29)
214. A periodic long-memory model for quarterly UK inflation
     International Journal of Forecasting, 1997, 13, (1), 117-126 View citations (35)
215. Bayesian analysis of seasonal unit roots and seasonal mean shifts
     Journal of Econometrics, 1997, 78, (2), 359-380 View citations (18)
     See also Working Paper (1995)
216. Critical values for unit root tests in seasonal time series
     Journal of Applied Statistics, 1997, 24, (1), 25-48 View citations (71)
217. Forecasting and seasonality
     International Journal of Forecasting, 1997, 13, (3), 303-305 View citations (3)
218. Impulse response functions for periodic integration
     Economics Letters, 1997, 55, (1), 35-40
     See also Working Paper (1995)
219. Mean shifts, unit roots and forecasting seasonal time series
     International Journal of Forecasting, 1997, 13, (3), 357-368 View citations (18)
220. Multiple unit roots in periodic autoregression
     Journal of Econometrics, 1997, 80, (1), 167-193 View citations (14)
221. On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment
     Journal of Business & Economic Statistics, 1997, 15, (4), 470-81 View citations (12)
222. Recognizing changing seasonal patterns using artificial neural networks
     Journal of Econometrics, 1997, 81, (1), 273-280 View citations (15)
223. Testing periodically integrated autoregressive models
     Mathematics and Computers in Simulation (MATCOM), 1997, 43, (3), 457-465
224. VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES
     Journal of Financial Research, 1997, 20, (4), 459-482 View citations (9)

1996

225. Recent Advances in Modelling Seasonality
     Journal of Economic Surveys, 1996, 10, (3), 299-345 View citations (29)
226. Temporal aggregation in a periodically integrated autoregressive process
     Statistics & Probability Letters, 1996, 30, (3), 235-240 View citations (4)
     See also Working Paper (1993)
227. Testing for convergence in left-right ideological positions
     Quality & Quantity: International Journal of Methodology, 1996, 30, (4), 345-359 View citations (1)
228. UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
     Journal of Time Series Analysis, 1996, 17, (3), 221-245 View citations (54)
229. Unit roots in the Nelson-Plosser data: Do they matter for forecasting?
     International Journal of Forecasting, 1996, 12, (2), 283-288 View citations (9)

1995

230. A periodic cointegration model of quarterly consumption
     Applied Stochastic Models and Data Analysis, 1995, 11, (2), 159-166 View citations (3)
231. IGARCH and variance change in the US long-run interest rate
     Applied Economics Letters, 1995, 2, (4), 113-114 View citations (8)
232. Moving average filters and periodic integration
     Mathematics and Computers in Simulation (MATCOM), 1995, 39, (3), 245-249 View citations (1)
233. Periodic Cointegration: Representation and Inference
     The Review of Economics and Statistics, 1995, 77, (3), 436-54 View citations (25)
234. Quarterly US Unemployment: Cycles, Seasons and Asymmetries
     Empirical Economics, 1995, 20, (4), 717-25 View citations (9)
235. Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4
     Empirical Economics, 1995, 20, (1), 109-32 View citations (3)
236. Spurious deterministic seasonality
     Economics Letters, 1995, 48, (3-4), 249-256 View citations (28)
237. Testing for periodic integration
     Economics Letters, 1995, 48, (3-4), 241-248 View citations (11)
238. The effects of seasonally adjusting a periodic autoregressive process
     Computational Statistics & Data Analysis, 1995, 19, (6), 683-704 View citations (5)

1994

239. A multivariate approach to modeling univariate seasonal time series
     Journal of Econometrics, 1994, 63, (1), 133-151 View citations (50)
240. MODEL SELECTION IN PERIODIC AUTOREGRESSIONS
     Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 421-439 View citations (24)
     Also in Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 421-39 (1994) View citations (24)
241. The Effects of Additive Outliers on Tests for Unit Roots and Cointegration
     Journal of Business & Economic Statistics, 1994, 12, (4), 471-78 View citations (147)

1993

242. A method to select between periodic cointegration and seasonal cointegration
     Economics Letters, 1993, 41, (1), 7-10 View citations (3)
243. A model selection procedure for time series with seasonality
     Statistics & Probability Letters, 1993, 16, (4), 253-258 View citations (1)
244. Periodic integration in quarterly UK macroeconomic variables
     International Journal of Forecasting, 1993, 9, (4), 467-476 View citations (10)

1992

245. A model selection test for an AR (1) versus an MA (1) model
     Statistics & Probability Letters, 1992, 15, (4), 281-284 View citations (2)
246. Dynamic Specification and Cointegration
     Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 369-81 View citations (46)
247. Model adequacy and influential observations
     Economics Letters, 1992, 38, (2), 133-137
248. Modeling seasonality in bimonthly time series
     Statistics & Probability Letters, 1992, 15, (5), 407-415 View citations (1)
249. Testing for seasonality
     Economics Letters, 1992, 38, (3), 259-262 View citations (4)
250. The Norwegian Consumption Function: A Comment
     Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 455-59 View citations (1)

1991

251. An empirical test for parities between metal prices at the LME
     Journal of Futures Markets, 1991, 11, (6), 729-736 View citations (7)
     See also Working Paper (1991)
252. Moving average filters and unit roots
     Economics Letters, 1991, 37, (4), 399-403 View citations (6)
253. Seasonality, non-stationarity and the forecasting of monthly time series
     International Journal of Forecasting, 1991, 7, (2), 199-208 View citations (78)
     See also Working Paper (1990)
254. The detection of observations possibly influential for model selection
     Statistics & Probability Letters, 1991, 11, (4), 321-325

Books

2018

1. Enjoyable Econometrics
   Cambridge Books, Cambridge University Press
   Also in Cambridge Books, Cambridge University Press (2018)

2014

2. Expert Adjustments of Model Forecasts
   Cambridge Books, Cambridge University Press View citations (14)
   Also in Cambridge Books, Cambridge University Press (2014) View citations (15)
3. Time Series Models for Business and Economic Forecasting
   Cambridge Books, Cambridge University Press View citations (10)
   Also in Cambridge Books, Cambridge University Press (2014) View citations (10)

2010

4. Quantitative Models in Marketing Research
   Cambridge Books, Cambridge University Press View citations (2)
   Also in Cambridge Books, Cambridge University Press (2001) View citations (60)

2004

5. Econometric Methods with Applications in Business and Economics
   OUP Catalogue, Oxford University Press View citations (124)
6. Periodic Time Series Models
   OUP Catalogue, Oxford University Press View citations (95)

2002

7. A Concise Introduction to Econometrics
   Cambridge Books, Cambridge University Press View citations (14)
   Also in Cambridge Books, Cambridge University Press (2002) View citations (14)

2000

8. Non-Linear Time Series Models in Empirical Finance
   Cambridge Books, Cambridge University Press View citations (288)
   Also in Cambridge Books, Cambridge University Press (2000) View citations (288)

1996

9. Periodicity and Stochastic Trends in Economic Time Series
   OUP Catalogue, Oxford University Press View citations (106)

Chapters

2011

1. GARCH, Outliers, and Forecasting Volatility
   Palgrave Macmillan View citations (2)

2008

2. FORECASTING SEASONAL TIME SERIES
   Chapter 3 in Econometric Forecasting And High-Frequency Data Analysis, 2008, pp 93-130 View citations (1)
3. Time-Series Models in Marketing
   Springer View citations (3)
   See also Working Paper (2006)

2006

4. Forecasting in Marketing
   Elsevier View citations (4)
   See also Working Paper (2004)

Editor

1. Statistica Neerlandica
   Netherlands Society for Statistics and Operations Research